Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis
Walid Mensi, Khamis Hamed Al‐Yahyaee, Idries Mohammad Wanas Al-Jarrah, Xuan Vinh Vo, Sang Hoon Kang
Topics & Concepts
CryptocurrencyDiversification (marketing strategy)Social connectednessPortfolioEconomicsVolatility (finance)EconometricsSpillover effectDownside riskFinancial economicsMonetary economicsBusinessComputer scienceMicroeconomicsMarketingPsychologyPsychotherapistComputer securityBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Risk and Volatility Modeling